Reportedly, double-walled inflatable balls like this exist somewhere. Now to find that place.
The comic starts with a genie, who, having been freed from a magical lamp, grants the owner three wishes; this isn't unusual, since the idea of a genie who does this is a very common trope in the fantasy genre.
Cueball asks for a human-sized hamster ball, and when he gets it, he starts to roll around in it, obviously entertained. The genie then asks what he would like for his other two wishes, to which, having already being granted his heart's desire, he states that he wouldn't need the other wishes for anything.
The title text refers to the activity of Zorbing. Later, Randall found out where to get one and went on a hamster ball heist, and hamster balls have been a recurring theme on xkcd since this comic, and 14 years later it received a direct sequel 2331: Hamster Ball 2.
This comic is referenced in 1975: Right Click, where one of the things the ADVENT.EXE wishing well allows you to wish for is a human-sized hamster ball. Doing so redirects you to this page.
Genies (or magic lamps) are mentioned in at least five other comics:
In the first two, Randall manages to use the concept to make penis-related jokes.
In the fourth, the issue of number of wishes is discussed, from the perspective of wanting more than three wishes. The issue of wishing for more wishes is also the subject of 1086: Eyelash Wish Log, so it is not always enough with one or even three wishes!